+60.6%
PFE vs USB
+92.8%
-32.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.0% | +5.8% | -0.9% | +3.5% |
| 3M | +12.2% | -6.0% | +18.1% | +13.8% |
| 6M | +14.6% | +7.8% | +6.8% | +12.0% |
| YTD | +24.1% | +14.6% | +9.5% | +19.2% |
| 1Y | +26.6% | +31.8% | -5.2% | +17.2% |
| 3Y | +14.3% | +91.5% | -77.2% | -5.5% |
| 5Y | -21.9% | +22.0% | -44.0% | -28.5% |
| All | +60.6% | +92.8% | -32.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling